Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account

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Publication:902181

DOI10.1007/s10436-015-0266-0zbMath1369.91203OpenAlexW2005582944WikidataQ59407392 ScholiaQ59407392MaRDI QIDQ902181

Przemysław Rola

Publication date: 7 January 2016

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-015-0266-0




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